+193.0%
ARM vs MCO
+51.2%
+141.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.1% | +5.6% | +6.1% |
| 7D | -5.3% | +1.0% | -6.3% | -5.8% |
| 30D | -30.0% | +10.1% | -40.1% | -33.8% |
| 3M | -34.1% | +7.2% | -41.3% | -37.1% |
| 6M | -12.6% | +13.8% | -26.4% | -21.3% |
| YTD | +70.4% | +0.7% | +69.7% | +65.6% |
| 1Y | +22.3% | +5.6% | +16.6% | +13.5% |
| 3Y | +261.2% | +54.1% | +207.1% | +137.4% |
| All | +193.0% | +51.2% | +141.7% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling